A trick with the dates is to be aware of the start time for that company's "Day".

With Gain Capital the start time is 10PM (GMT).

So what you might think of as the Daily bar for November 2nd, actually starts at 10PM on November 1st.

What it means is if anywhere in TS (backtesting, charts, view data, etc) you choose a "From" date of "01-Jan-06 00:00:00", the Daily bar starting at "31-Dec-2005 22:00:00" will not be included.

Similarly, choosing a "To" date of "31-Jan-2006 23:59:59" will include the Daily bar that starts at "31-Jan-2006 22:00:00".

Oanda's start of day is midnight GMT, so there is no such problem with their data.